The MP test for rejects for large X̄, for for small X̄; no single test is best against both.
Counterexample bank
Part C is won by knowing which tempting claims are false. 148 counterexamples; 85 free. The rest come with the Notes pack.
AllODEPDEabeliananalyticityanovabairecalculus of variationscanonical formscauchy-riemanncompactnesscompletenesscomplexconformalconnectednesscontinuitycontour integrationconvergencedifferentiationdistributionsfieldsfixed pointgaloisgreengroupsharmonicinjectivityintegral equationsintegrationlaurentlimsuplinear algebraliouvillelpmarkovmeasuremechanicsmetric spacesmultivariablemultivariatenumericalp-groupspermutationspolynomialspower seriesprobabilityquadratic formsreal analysisregressionresiduesringssamplingseparabilityseparationsequencesseriessingularitiesstabilitystatisticssylowtestingtopologyuniform convergencewronskianzeros
#1 · Probability & Statistics › Hypothesis Testing
“A UMP test exists for every testing problem” — false
Counterexample: H₀: μ = 0 vs H₁: μ ≠ 0 for N(μ, 1)
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